Merge remote-tracking branch 'origin/dev' into dev

This commit is contained in:
ialbert 2023-02-08 13:36:57 +03:00
commit 70320834ae
3 changed files with 46 additions and 23 deletions

View file

@ -26,6 +26,7 @@ import ru.spcex.clearing.platform.messaging.domain.cud.securitites.MoneyMarketSe
import ru.spcex.platform.classes.base.SpcexObjectBase;
import ru.spcex.platform.enumeration.Allowed;
import ru.spcex.platform.enumeration.Market;
import ru.spcex.platform.enumeration.MoneyFlowSide;
import ru.spcex.platform.imdg.api.Imdg;
import ru.spcex.platform.imdg.api.ImdgId;
import ru.spcex.platform.imdg.api.ImdgProvider;
@ -133,31 +134,45 @@ public class ExecutionDepositComponent {
}
}
// Необходимо проверять отсутствие ExecutionDeposit с exchangeExecutionId и clearingDate.
// Необходимо проверять отсутствие ExecutionDeposit с exchangeExecutionId и clearingDate и side.
// Но при этом, во время создания новых ExecutionDeposit по STrade, TradeNum могут повторяться.
LocalDate today = LocalDate.now();
HashSet<Long> existTradeNumsOfExecutionDeposit = new HashSet<>();
{
Set<Long> tradeNums = sTrades.stream().map(STrade::getTradeNum).filter(Objects::nonNull).collect(Collectors.toSet());
log.debug("Check {} s_trade tradeNum=[{}] on date {}", sTrades.size(), tradeNums, today);
ImdgPredicateBuilder pb = executionDepositImdg.predicateBuilder();
Collection<ExecutionDeposit> existsEDeposit = executionDepositImdg.getCollectionObjectsByPredicate(
pb.and(
pb.in("exchangeExecutionId", tradeNums.toArray(new Comparable[0])),
pb.equals("clearingDate", today)
)
// Map.of("exchangeExecutionId", trade.getTradeNum(),"clearingDate", today)
);
for (ExecutionDeposit ed : existsEDeposit) {
existTradeNumsOfExecutionDeposit.add(ed.getExchangeExecutionId());
}
}
for (STrade trade : sTrades) {
log.trace("Check s_trade[{}].tradeNum={} on date {}", trade.getId(), trade.getTradeNum(), today);
boolean existsEDeposit = existTradeNumsOfExecutionDeposit.contains(trade.getTradeNum());
log.trace("Check s_trade[{}].tradeNum={} operation={} on date {}", trade.getId(), trade.getTradeNum(), trade.getOperation(), today);
boolean existEDeposit;
{
ImdgPredicateBuilder pb = executionDepositImdg.predicateBuilder();
if (!existsEDeposit) {
ImdgPredicate predicateOperation = pb.equals("side", trade.getOperation());
if ("B".equalsIgnoreCase(trade.getOperation())) {
predicateOperation = pb.or(predicateOperation, pb.equals("side", MoneyFlowSide.BUY.getKey()));
}
// if ("BUY".equalsIgnoreCase(trade.getOperation())) {
// predicateOperation = pb.or(predicateOperation, pb.equals("side", "B"));
// }
if ("S".equalsIgnoreCase(trade.getOperation())) {
predicateOperation = pb.or(predicateOperation, pb.equals("side", MoneyFlowSide.SELL.getKey()));
}
// if ("SELL".equalsIgnoreCase(trade.getOperation())) {
// predicateOperation = pb.or(predicateOperation, pb.equals("side", "S"));
// }
ImdgPredicate predicate = pb.and(
pb.equals("exchangeExecutionId", trade.getTradeNum()),
pb.equals("clearingDate", today),
predicateOperation
);
Collection<ExecutionDeposit> existsEDeposit = executionDepositImdg.getCollectionObjectsByPredicate(predicate);
// Collection<ExecutionDeposit> existsEDeposit=executionDepositImdg.getCollectionObjectsByFieldValues(Map.of(
// "exchangeExecutionId", trade.getTradeNum(),
// "clearingDate", today
// ));
existEDeposit = !existsEDeposit.isEmpty();
log.trace("Check exist ExecutionDeposit, SQL \"{}\", found {}, exist {}", predicate, existsEDeposit.size(), existEDeposit);
}
if (!existEDeposit) {
log.trace("S_TRADE[{}] new", trade.getId());
// Проверка secCode
@ -172,6 +187,7 @@ public class ExecutionDepositComponent {
newED = createExecutionDeposit(trade, null, null);
executionDepositImdg.insert(newED);
sendNotification(newED);
log.debug("New executionDeposit.id={} was created.", newED.getId());
} catch (ClearingException ce) {
auditMessage(ce);
} catch (Exception e) {
@ -270,7 +286,14 @@ public class ExecutionDepositComponent {
eDeposit.setFirstLegAmount(sTrade.getValue());
eDeposit.setSecondLegAmount(sTrade.getValue());
//eDeposit.setInterestAmount(null);
eDeposit.setSide(sTrade.getOperation());//Символьный код по справочнику moneyFlowSide), соответствующий значению из s_trade.operation (sTrade.getOperation())
String operation = sTrade.getOperation(); //Символьный код по справочнику moneyFlowSide), соответствующий значению из s_trade.operation (sTrade.getOperation())
if ("B".equalsIgnoreCase(operation)) {
operation = MoneyFlowSide.BUY.getKey();
}
if ("S".equalsIgnoreCase(operation)) {
operation = MoneyFlowSide.SELL.getKey();
}
eDeposit.setSide(operation);
eDeposit.setSettlementCurrency("RUB"); // (справочник currencyCode)
eDeposit.setCompanyId(company.getId());
eDeposit.setDuration(sTrade.getDaysToMatDate());

View file

@ -35,7 +35,7 @@
<appender-ref ref="CONSOLE"/>
</logger>
<logger name="ru.spcex.clearing.service.Clearing" level="trace" additivity="false">
<logger name="ru.spcex.clearing.service" level="trace" additivity="false">
<appender-ref ref="FILE"/>
<appender-ref ref="CONSOLE"/>
</logger>

View file

@ -60,7 +60,7 @@ public class ImdgPredicateBuilderHazelcast implements ImdgPredicateBuilder {
public ImdgPredicate and(ImdgPredicate paramA, ImdgPredicate paramB, ImdgPredicate paramC) {
ImdgPredicateHazelcast paramAMy = (ImdgPredicateHazelcast) paramA;
ImdgPredicateHazelcast paramBMy = (ImdgPredicateHazelcast) paramB;
ImdgPredicateHazelcast paramCMy = (ImdgPredicateHazelcast) paramB;
ImdgPredicateHazelcast paramCMy = (ImdgPredicateHazelcast) paramC;
return new ImdgPredicateHazelcast(Predicates.and(paramAMy.hazelcastPredicate, paramBMy.hazelcastPredicate, paramCMy.hazelcastPredicate));
}